+34.5%
D vs ALLE
+144.1%
-109.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.6% | -6.8% | +3.2% | -1.4% |
| 3M | -1.0% | +21.0% | -22.0% | -7.4% |
| 6M | +6.3% | +1.1% | +5.2% | +5.1% |
| YTD | +14.7% | -0.5% | +15.2% | +13.8% |
| 1Y | +16.9% | -7.3% | +24.2% | +18.5% |
| 3Y | +56.8% | +42.3% | +14.5% | +35.8% |
| 5Y | +5.2% | +13.5% | -8.3% | -3.5% |
| All | +34.5% | +144.1% | -109.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling